Minimax Rates of Estimation for Sparse PCA in High Dimensions

3 February 2012

Papers citing "Minimax Rates of Estimation for Sparse PCA in High Dimensions"

23 / 23 papers shown

Title
Do algorithms and barriers for sparse principal component analysis extend to other structured settings? Guanyi Wang Mengqi Lou A. Pananjady CML 40 1 0 25 Jul 2023
Sparse PCA on fixed-rank matrices Alberto Del Pia 21 6 0 07 Jan 2022
Optimal convex lifted sparse phase retrieval and PCA with an atomic matrix norm regularizer Andrew D. McRae Justin Romberg Mark A. Davenport 35 8 0 08 Nov 2021
Classification of high-dimensional data with spiked covariance matrix structure Yin-Jen Chen M. Tang 64 0 0 05 Oct 2021
Spectral Methods for Data Science: A Statistical Perspective Yuxin Chen Yuejie Chi Jianqing Fan Cong Ma 44 165 0 15 Dec 2020
Subexponential-Time Algorithms for Sparse PCA Yunzi Ding Dmitriy Kunisky Alexander S. Wein Afonso S. Bandeira 30 57 0 26 Jul 2019
Diffusion Approximations for Online Principal Component Estimation and Global Convergence C. J. Li Mengdi Wang Han Liu Tong Zhang 34 12 0 29 Aug 2018
Optimality and Sub-optimality of PCA for Spiked Random Matrices and Synchronization Amelia Perry Alexander S. Wein Afonso S. Bandeira Ankur Moitra 34 59 0 19 Sep 2016
Sparse PCA via Bipartite Matchings Megasthenis Asteris Dimitris Papailiopoulos Anastasios Kyrillidis A. Dimakis 17 27 0 04 Aug 2015
The Spectral Norm of Random Inner-Product Kernel Matrices Z. Fan Andrea Montanari 27 47 0 19 Jul 2015
Asymptotics of Empirical Eigen-structure for Ultra-high Dimensional Spiked Covariance Model Jianqing Fan Weichen Wang 31 42 0 16 Feb 2015
Computational and Statistical Boundaries for Submatrix Localization in a Large Noisy Matrix T. Tony Cai Tengyuan Liang Alexander Rakhlin 40 61 0 06 Feb 2015
The Fast Convergence of Incremental PCA Akshay Balsubramani S. Dasgupta Y. Freund 45 142 0 15 Jan 2015
Asymptotics and Concentration Bounds for Bilinear Forms of Spectral Projectors of Sample Covariance V. Koltchinskii Karim Lounici 55 90 0 20 Aug 2014
Detection and Feature Selection in Sparse Mixture Models Nicolas Verzélen E. Arias-Castro 47 41 0 07 May 2014
Multivariate Analysis of Nonparametric Estimates of Large Correlation Matrices Ritwik Mitra Cun-Hui Zhang 43 28 0 24 Mar 2014
High Dimensional Semiparametric Scale-Invariant Principal Component Analysis Fang Han Han Liu 50 16 0 18 Feb 2014
Sparsistency and agnostic inference in sparse PCA Jing Lei Vincent Q. Vu 36 54 0 27 Jan 2014
Sparse PCA via Covariance Thresholding Y. Deshpande Andrea Montanari 50 105 0 20 Nov 2013
A Direct Estimation of High Dimensional Stationary Vector Autoregressions Fang Han Huanran Lu Han Liu 68 120 0 01 Jul 2013
Sparse Principal Component Analysis with missing observations Karim Lounici 63 43 0 31 May 2012
Minimax bounds for sparse PCA with noisy high-dimensional data Aharon Birnbaum Iain M. Johnstone B. Nadler D. Paul 62 181 0 05 Mar 2012
Optimal detection of sparse principal components in high dimension Quentin Berthet Philippe Rigollet 74 284 0 23 Feb 2012